STATISTICAL INFERENCE统计推断

【课程名称】STATISTICAL INFERENCE统计推断

【课程级别】研究生

【授课学校】密歇根大学，统计学系

【课程介绍】

This course introduces students to the theory of statistical inference. It starts with a review of topics in probability theory including densities, expectation, random vectors and covariance matrices, independence, and conditioning. It then introduces exponential families and sufficiency and develops the theory of point estimation including unbiased and Bayesian estimation, conditional distributions, variance bounds and information. The theory of hypothesis testing is also covered, including uniformly most powerful tests and the duality between testing and interval estimation. Additional topics that may be covered include curved exponential families, equivariant estimation, and empirical Bayes and shrinkage estimators. Prereq: Math 451, Stat 425, and Stat 426 or equivalent courses in probability, statistics and real analysis.

【教学资源】

此课程有 41 个资源,分类如下:

教学大纲1，讲义20，延伸阅读20

【参考教材】

Theoretical Statistics: Topics for a Core Course

Robert W. Keener - Springer, September 17, 2010